+293.0%
PCAR vs HAS
+106.1%
+186.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.3% |
| 30D | -2.1% | +29.6% | -31.7% | -9.5% |
| 3M | -20.4% | +30.3% | -50.6% | -26.5% |
| 6M | -7.0% | +25.6% | -32.6% | -13.6% |
| YTD | -2.6% | +50.8% | -53.5% | -14.6% |
| 1Y | +9.8% | +63.0% | -53.2% | -5.9% |
| 3Y | +37.3% | +211.6% | -174.3% | -3.9% |
| 5Y | +116.4% | +50.4% | +66.0% | +83.2% |
| 10Y | +293.0% | +101.9% | +191.1% | +190.2% |
| All | +293.0% | +106.1% | +186.9% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling